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We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…
Choice decisions made by users of online applications can suffer from biases due to the users' level of engagement. For instance, low engagement users may make random choices with no concern for the quality of items offered. This biased…
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The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…
The exponential ordering is exploited in the context of non-auto\-no\-mous delay systems, inducing monotone skew-product semiflows under less restrictive conditions than usual. Some dynamical concepts linked to the order, such as…
We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of…
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We study the optimal behavior of a bidder in a real-time auction subject to the requirement that a specified collections of heterogeneous items be acquired within given time constraints. The problem facing this bidder is cast as a…
I study robust comparative statics for risk-averse subjective expected utility (SEU) maximizers. Starting with a finite menu of actions totally ordered by sensitivity to risk, I identify the transformations of her menu that lead a…
Our experience of web access slowing down is a consequence of the aggregated web access pattern of web users. This is just one example among several human oriented services which are strongly affected by human activity patterns. Recent…
In the setting of sequential prediction of individual $\{0, 1\}$-sequences with expert advice, we show that by allowing the learner to abstain from the prediction by paying a cost marginally smaller than $\frac 12$ (say, $0.49$), it is…
The aim of this work is to investigate the qualitative behaviour of a financial dynamical system which contains a time delay. We investigate the dynamic response of this system of which variables are interest rate, investment demand, price…